Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 94 365 | 94 365 | 62 085 CHF | 63 028 CHF | 99,45% | 99,45% |
19/11/2024 | 1,57% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 96 803 | 96 803 | 61 134 CHF | 62 102 CHF | 97,64% | 97,64% |
18/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 009 CHF | 59 759 CHF | 99,28% | 99,28% |
15/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 680 CHF | 55 430 CHF | 99,31% | 99,31% |
14/11/2024 | 1,13% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 156 CHF | 66 906 CHF | 98,70% | 98,70% |
13/11/2024 | 1,23% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 67 120 | 67 120 | 54 564 CHF | 55 235 CHF | 99,46% | 99,46% |
12/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 31 470 CHF | 31 850 CHF | 98,97% | 98,97% |
11/11/2024 | 1,50% | 0,82 CHF | 0,83 CHF | 38 000 | 38 000 | 47 362 | 47 362 | 31 266 CHF | 31 739 CHF | 99,31% | 99,31% |
08/11/2024 | 1,99% | 0,56 CHF | 0,57 CHF | 50 000 | 50 000 | 57 273 | 57 273 | 28 481 CHF | 29 054 CHF | 99,41% | 99,41% |
07/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 225 | 50 225 | 26 406 CHF | 26 909 CHF | 98,68% | 98,68% |